Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FNMAO (Federal National Mortgage Association Pref Non Cum G) | -32.60% | -25.68% | 82.29% | 6.18% | 5.30% | 7.73% | -5.43% | … | … |
Data as of 06/04/2026, Common starting date is 08/18/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FNMAO (Federal National Mortgage Association Pref Non Cum G) | 08/18/2000 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.51 | -25.68 | 82.29 | 6.18 | 5.30 | 7.73 | -5.43 | … | … | -32.60 | 16.44 | 268.30 | 75.69 | -30.52 | -74.69 | -17.14 | 69.41 | -24.60 | 5.38 | 132.14 | 5.66 | -61.79 | 362.33 | 50.75 | 97.03 | -27.86 | 169.23 | -98.09 | -36.30 | 11.34 | 6.53 | -15.79 | -5.73 | -6.97 | -3.94 | 1.50 |
| Sharpe Ratio | NA | -0.60 | 1.25 | 0.06 | 0.08 | NA | NA | … | … | -1.24 | 0.26 | 3.32 | 1.20 | -0.47 | -0.61 | -0.25 | 1.40 | -0.60 | 0.07 | 1.47 | 0.10 | -0.61 | 5.83 | 0.44 | 0.97 | -0.24 | 1.20 | -0.48 | -2.12 | 0.76 | 0.35 | -1.36 | -0.36 | -1.71 | -1.17 | -0.02 |
| Standard Deviation(%) | NA | 53.44 | 64.37 | 80.28 | 72.41 | NA | NA | … | … | 51.24 | 53.42 | 80.03 | 60.16 | 68.55 | 122.65 | 69.03 | 48.52 | 43.22 | 73.20 | 89.06 | 54.90 | 100.99 | 62.10 | 116.10 | 100.49 | 116.38 | 140.92 | 206.22 | 18.59 | 10.65 | 12.41 | 12.29 | 18.08 | 4.72 | 5.45 | 4.51 |
| Draw Down(%) | NA | 51.53 | 51.53 | 80.19 | 91.02 | NA | NA | … | … | 38.02 | 29.73 | 34.45 | 32.90 | 56.88 | 84.48 | 63.11 | 32.83 | 41.89 | 51.94 | 50.59 | 44.00 | 77.25 | 39.55 | 66.47 | 62.29 | 71.64 | 70.72 | 98.77 | 40.93 | 3.75 | 10.57 | 17.44 | 15.15 | 9.32 | 4.14 | 1.54 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/04/2026, Common starting date is 08/18/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FNMAO (Federal National Mortgage Association Pref Non Cum G) |
-76.15%
Dec 2005 – Dec 2008 |
-58.60%
Dec 2003 – Dec 2008 |
-33.74%
Nov 2000 – Nov 2010 |
-17.08%
Aug 2006 – Aug 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FNMAO (Federal National Mortgage Association Pref Non Cum G) |
154.71%
Nov 2010 – Nov 2013 |
92.85%
Dec 2008 – Dec 2013 |
36.75%
May 2009 – May 2019 |
25.54%
Aug 2010 – Aug 2025 |
Annualized Rolling Returns Comparison Chart